+29.5%
XLB vs TGT
+86.7%
-57.2%
-12.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TGT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +5.6% | -3.1% | +1.6% |
| 7D | +3.9% | +9.5% | -5.6% | +2.5% |
| 30D | +8.9% | +6.6% | +2.3% | +7.8% |
| 3M | +4.1% | +11.0% | -6.8% | +2.4% |
| 6M | +7.3% | +29.9% | -22.6% | +3.3% |
| YTD | +20.4% | +71.4% | -51.1% | +8.4% |
| 1Y | +29.5% | +88.6% | -59.1% | +12.8% |
| All | +29.5% | +86.7% | -57.2% | +12.8% |
Cumulative growth
Daily Returns
Daily percentage return beside TGT.
Daily Out/Under-Performance
Portfolio return minus TGT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TGT return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded TGT wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling